In this paper, multidimensional credibility model with a type of dependence structures over risks and over time is considered. By means of the projection method, the inhomogeneous and homogeneous Buhlmann credibility ...In this paper, multidimensional credibility model with a type of dependence structures over risks and over time is considered. By means of the projection method, the inhomogeneous and homogeneous Buhlmann credibility estimators are obtained, which are extended to slightly more general versions. The inhomogeneous estimator can be expressed as the weighted sum of individual mean, overall sample mean and collective mean. In addition, the estimations of structural parameters are also investigated.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.11271189the Scientific Research Innovation Project of Jiangsu Province under Grant No.KYZZ116_0175
文摘In this paper, multidimensional credibility model with a type of dependence structures over risks and over time is considered. By means of the projection method, the inhomogeneous and homogeneous Buhlmann credibility estimators are obtained, which are extended to slightly more general versions. The inhomogeneous estimator can be expressed as the weighted sum of individual mean, overall sample mean and collective mean. In addition, the estimations of structural parameters are also investigated.
